Portfolio

Calculate Over:  
Portfolio Image

Paper Stocks

Created by: OmniVest
Date Created: 5/17/2016

Return:

+19%

ROAI:

+67%

Stability:

 
69

Consistency:

 
50
Type:
Designed:
Direction:
Trade Length:
Security Class:
Approach:
Subscription:
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Both
Short
Stocks
Swing Trading


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Portfolio based on Group: PAPER. The companies in this category produce and distribute varying paper products to customers and businesses of all shapes and sizes.

Chart
Key Statistics
Strategies:
% Wins:
CAR:
ROAI:
MDD:
Calmar:
132
60.3%
18.6%
66.8%
14.1%
1.3
How This Portfolio was Built:
 #Strategies: 132 Optimize On: CAR #Filtered Strategies: 10 Filter On: CAR Min Volume: 100000 Min Price: $5.00 Over: 01/01/2012 - 12/31/2015
Open Positions
StrategySymbolL/SQTY %QTYEntry DateEntry PriceCurrent PriceCurrent P/L %Funding Style
TLB1-Both-PAPER-GLTGLTLong20.00 %75945/31/2023 9:30:00 AM$3.11$3.4310.29 %Paper
Date Range:
% Wins:
Compound Annual Return:
Return On Avg. Investment:
Max Draw Down:
Average Annual MDD:
6/6/2022 - 6/6/2023
60.3%
18.6%
66.8%
14.1%
11.5%
Calmar:
Trades per Month:
Allocation %/Trade:
Average % Invested:
Ending Equity:

1.3
5.7
20.0%
27.8%
$118,555

Historical Positions
Display All
Symbol
Sym
StrategyQTY %QTYL/SEntry PriceExit Price
Realized P/L%
P/L%
Entry DateExit DateFunding Style
CLWVBX1-Both-PAPER-CLW19.97 %610Short$35.40$30.6913.31 %
4/27/2023 9:30:00 AM
4/27/23 9:30:00
5/4/2023 9:30:00 AM
5/04/23 9:30:00
Paper
CLWR6-Both-PAPER-CLW19.95 %609Short$35.23$30.6912.89 %
4/26/2023 9:30:00 AM
4/26/23 9:30:00
5/4/2023 9:30:00 AM
5/04/23 9:30:00
Paper
CLWR2-Both-PAPER-CLW19.95 %609Short$35.23$30.6912.89 %
4/26/2023 9:30:00 AM
4/26/23 9:30:00
5/4/2023 9:30:00 AM
5/04/23 9:30:00
Paper
CLWR14-Both-PAPER-CLW19.95 %609Short$35.23$35.40-0.48 %
4/26/2023 9:30:00 AM
4/26/23 9:30:00
4/27/2023 9:30:00 AM
4/27/23 9:30:00
Paper
GLTR1-Both-PAPER-GLT20.00 %6966Long$3.50$2.78-20.57 %
3/10/2023 9:30:00 AM
3/10/23 9:30:00
3/23/2023 9:30:00 AM
3/23/23 9:30:00
Paper
GLTR3-Both-PAPER-GLT20.00 %6861Long$3.61$2.73-24.38 %
3/8/2023 9:30:00 AM
3/08/23 9:30:00
3/22/2023 9:30:00 AM
3/22/23 9:30:00
Paper
GLTTLB1-Both-PAPER-GLT20.00 %7472Long$3.28$2.77-15.55 %
3/14/2023 9:30:00 AM
3/14/23 9:30:00
3/17/2023 9:30:00 AM
3/17/23 9:30:00
Paper
GLTTLB9-Both-PAPER-GLT20.00 %5657Short$4.03$3.844.71 %
2/10/2023 9:30:00 AM
2/10/23 9:30:00
3/1/2023 9:30:00 AM
3/01/23 9:30:00
Paper
GLTR11-Both-PAPER-GLT20.00 %6471Long$3.52$3.9211.36 %
2/24/2023 9:30:00 AM
2/24/23 9:30:00
2/28/2023 9:30:00 AM
2/28/23 9:30:00
Paper
GLTR6-Both-PAPER-GLT20.00 %6471Long$3.52$3.9211.36 %
2/24/2023 9:30:00 AM
2/24/23 9:30:00
2/28/2023 9:30:00 AM
2/28/23 9:30:00
Paper
GLTR1-Both-PAPER-GLT20.00 %6471Long$3.52$3.9211.36 %
2/24/2023 9:30:00 AM
2/24/23 9:30:00
2/28/2023 9:30:00 AM
2/28/23 9:30:00
Paper
RFPWT1-Both-PAPER-RFP19.98 %1051Long$21.76$22.001.10 %
2/2/2023 9:30:00 AM
2/02/23 9:30:00
2/28/2023 9:30:00 AM
2/28/23 9:30:00
Paper
IPR10-Both-PAPER-IP19.97 %650Long$36.45$36.14-0.85 %
2/23/2023 9:30:00 AM
2/23/23 9:30:00
2/24/2023 9:30:00 AM
2/24/23 9:30:00
Paper
IPR4-Both-PAPER-IP19.97 %650Long$36.45$36.14-0.85 %
2/23/2023 9:30:00 AM
2/23/23 9:30:00
2/24/2023 9:30:00 AM
2/24/23 9:30:00
Paper
IPR3-Both-PAPER-IP19.97 %650Long$36.45$36.14-0.85 %
2/23/2023 9:30:00 AM
2/23/23 9:30:00
2/24/2023 9:30:00 AM
2/24/23 9:30:00
Paper
IPR6-Both-PAPER-IP19.96 %583Long$39.10$38.80-0.77 %
2/14/2023 9:30:00 AM
2/14/23 9:30:00
2/15/2023 9:30:00 AM
2/15/23 9:30:00
Paper
IPR1-Both-PAPER-IP19.96 %583Long$39.10$38.80-0.77 %
2/14/2023 9:30:00 AM
2/14/23 9:30:00
2/15/2023 9:30:00 AM
2/15/23 9:30:00
Paper
IPR3-Both-PAPER-IP19.97 %573Long$40.01$39.10-2.27 %
2/8/2023 9:30:00 AM
2/08/23 9:30:00
2/14/2023 9:30:00 AM
2/14/23 9:30:00
Paper
CLWVBX1-Both-PAPER-CLW19.97 %588Short$38.90$38.181.85 %
2/3/2023 9:30:00 AM
2/03/23 9:30:00
2/8/2023 9:30:00 AM
2/08/23 9:30:00
Paper
CLWR14-Both-PAPER-CLW19.96 %592Short$38.74$38.181.45 %
2/2/2023 9:30:00 AM
2/02/23 9:30:00
2/8/2023 9:30:00 AM
2/08/23 9:30:00
Paper
MERCVBX1-Both-PAPER-MERC19.99 %1781Short$12.88$12.741.09 %
2/3/2023 9:30:00 AM
2/03/23 9:30:00
2/7/2023 9:30:00 AM
2/07/23 9:30:00
Paper
IPTLB2-Both-PAPER-IP19.98 %644Long$35.76$36.482.01 %
1/4/2023 9:30:00 AM
1/04/23 9:30:00
1/5/2023 9:30:00 AM
1/05/23 9:30:00
Paper
RFPTLB1-Both-PAPER-RFP19.97 %1085Long$21.00$21.442.10 %
12/22/2022 9:30:00 AM
12/22/22 9:30:00
1/5/2023 9:30:00 AM
1/05/23 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.97 %657Long$34.93$34.71-0.63 %
12/21/2022 9:30:00 AM
12/21/22 9:30:00
12/27/2022 9:30:00 AM
12/27/22 9:30:00
Paper
GLTR14-Both-PAPER-GLT20.00 %5983Short$3.82$3.751.83 %
11/22/2022 9:30:00 AM
11/22/22 9:30:00
11/29/2022 9:30:00 AM
11/29/22 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.98 %622Short$36.78$35.274.11 %
11/15/2022 9:30:00 AM
11/15/22 9:30:00
11/17/2022 9:30:00 AM
11/17/22 9:30:00
Paper
CLWVBX1-Both-PAPER-CLW19.98 %532Short$42.35$36.4713.88 %
10/27/2022 9:30:00 AM
10/27/22 9:30:00
11/2/2022 9:30:00 AM
11/02/22 9:30:00
Paper
CLWWT1-Both-PAPER-CLW19.98 %531Long$40.33$36.47-9.57 %
10/19/2022 9:30:00 AM
10/19/22 9:30:00
11/2/2022 9:30:00 AM
11/02/22 9:30:00
Paper
CLWTLB2-Both-PAPER-CLW19.96 %555Long$39.55$41.915.97 %
10/4/2022 9:30:00 AM
10/04/22 9:30:00
10/25/2022 9:30:00 AM
10/25/22 9:30:00
Paper
MERCVBX1-Both-PAPER-MERC19.98 %1491Short$14.50$13.516.83 %
10/17/2022 9:30:00 AM
10/17/22 9:30:00
10/20/2022 9:30:00 AM
10/20/22 9:30:00
Paper
MERCR5-Both-PAPER-MERC19.98 %1622Short$13.16$13.51-2.66 %
10/5/2022 9:30:00 AM
10/05/22 9:30:00
10/20/2022 9:30:00 AM
10/20/22 9:30:00
Paper
RFPWT1-Both-PAPER-RFP19.97 %1066Long$20.35$20.872.56 %
10/5/2022 9:30:00 AM
10/05/22 9:30:00
10/14/2022 9:30:00 AM
10/14/22 9:30:00
Paper
RFPR6-Both-PAPER-RFP19.99 %1075Long$20.01$20.351.70 %
9/29/2022 9:30:00 AM
9/29/22 9:30:00
10/4/2022 9:30:00 AM
10/04/22 9:30:00
Paper
RFPR4-Both-PAPER-RFP19.99 %1075Long$20.01$20.351.70 %
9/29/2022 9:30:00 AM
9/29/22 9:30:00
10/4/2022 9:30:00 AM
10/04/22 9:30:00
Paper
CLWR5-Both-PAPER-CLW19.97 %565Long$38.10$39.553.81 %
9/26/2022 9:30:00 AM
9/26/22 9:30:00
10/4/2022 9:30:00 AM
10/04/22 9:30:00
Paper
RFPR11-Both-PAPER-RFP19.98 %1079Long$20.28$20.350.35 %
9/22/2022 9:30:00 AM
9/22/22 9:30:00
10/4/2022 9:30:00 AM
10/04/22 9:30:00
Paper
MERCTLB8-Both-PAPER-MERC20.00 %1304Short$16.62$12.5724.37 %
8/26/2022 9:30:00 AM
8/26/22 9:30:00
10/3/2022 9:30:00 AM
10/03/22 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.97 %565Long$38.10$37.57-1.39 %
9/26/2022 9:30:00 AM
9/26/22 9:30:00
9/29/2022 9:30:00 AM
9/29/22 9:30:00
Paper
MERCVBX1-Both-PAPER-MERC19.99 %1566Long$14.21$11.82-16.82 %
9/13/2022 9:30:00 AM
9/13/22 9:30:00
9/28/2022 9:30:00 AM
9/28/22 9:30:00
Paper
MERCR5-Both-PAPER-MERC19.99 %1608Long$14.09$11.91-15.47 %
9/9/2022 9:30:00 AM
9/09/22 9:30:00
9/26/2022 9:30:00 AM
9/26/22 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.93 %551Long$40.48$40.13-0.86 %
9/15/2022 9:30:00 AM
9/15/22 9:30:00
9/20/2022 9:30:00 AM
9/20/22 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.93 %551Long$40.48$40.13-0.86 %
9/15/2022 9:30:00 AM
9/15/22 9:30:00
9/20/2022 9:30:00 AM
9/20/22 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.96 %530Long$41.17$42.372.91 %
9/7/2022 9:30:00 AM
9/07/22 9:30:00
9/9/2022 9:30:00 AM
9/09/22 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.93 %518Long$42.18$42.320.33 %
9/6/2022 9:30:00 AM
9/06/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
RFPR4-Both-PAPER-RFP19.98 %1082Long$20.32$20.25-0.34 %
9/2/2022 9:30:00 AM
9/02/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
RFPR10-Both-PAPER-RFP19.98 %1083Long$20.23$20.250.10 %
9/1/2022 9:30:00 AM
9/01/22 9:30:00
9/8/2022 9:30:00 AM
9/08/22 9:30:00
Paper
CLWR9-Both-PAPER-CLW19.93 %491Long$43.54$44.472.14 %
8/25/2022 9:30:00 AM
8/25/22 9:30:00
8/29/2022 9:30:00 AM
8/29/22 9:30:00
Paper
CLWR7-Both-PAPER-CLW19.93 %491Long$43.54$44.472.14 %
8/25/2022 9:30:00 AM
8/25/22 9:30:00
8/29/2022 9:30:00 AM
8/29/22 9:30:00
Paper
CLWR8-Both-PAPER-CLW19.95 %487Long$44.38$44.470.20 %
8/24/2022 9:30:00 AM
8/24/22 9:30:00
8/29/2022 9:30:00 AM
8/29/22 9:30:00
Paper
GLTR14-Both-PAPER-GLT20.00 %3564Short$5.84$5.554.97 %
8/17/2022 9:30:00 AM
8/17/22 9:30:00
8/19/2022 9:30:00 AM
8/19/22 9:30:00
Paper
GLTR6-Both-PAPER-GLT20.00 %3564Short$5.84$5.554.97 %
8/17/2022 9:30:00 AM
8/17/22 9:30:00
8/19/2022 9:30:00 AM
8/19/22 9:30:00
Paper
GLTR2-Both-PAPER-GLT20.00 %3564Short$5.84$5.554.97 %
8/17/2022 9:30:00 AM
8/17/22 9:30:00
8/19/2022 9:30:00 AM
8/19/22 9:30:00
Paper
IPR2-Both-PAPER-IP19.96 %465Short$44.51$44.140.83 %
8/17/2022 9:30:00 AM
8/17/22 9:30:00
8/18/2022 9:30:00 AM
8/18/22 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.96 %470Short$44.38$44.140.54 %
8/16/2022 9:30:00 AM
8/16/22 9:30:00
8/18/2022 9:30:00 AM
8/18/22 9:30:00
Paper
CLWWT1-Both-PAPER-CLW19.96 %565Long$34.13$45.4733.23 %
6/28/2022 9:30:00 AM
6/28/22 9:30:00
8/17/2022 9:30:00 AM
8/17/22 9:30:00
Paper
MERCVBX1-Both-PAPER-MERC19.99 %1304Short$15.35$16.36-6.58 %
7/22/2022 9:30:00 AM
7/22/22 9:30:00
8/1/2022 9:30:00 AM
8/01/22 9:30:00
Paper
GLTTLB5-Both-PAPER-GLT19.99 %2654Long$7.09$6.31-11.00 %
7/6/2022 9:30:00 AM
7/06/22 9:30:00
7/14/2022 9:30:00 AM
7/14/22 9:30:00
Paper
GLTTLB4-Both-PAPER-GLT19.99 %2654Long$7.09$6.31-11.00 %
7/6/2022 9:30:00 AM
7/06/22 9:30:00
7/14/2022 9:30:00 AM
7/14/22 9:30:00
Paper
RFPTLB2-Both-PAPER-RFP19.98 %1313Long$14.06$20.5446.09 %
7/5/2022 9:30:00 AM
7/05/22 9:30:00
7/6/2022 9:30:00 AM
7/06/22 9:30:00
Paper
RFPR5-Both-PAPER-RFP19.99 %1442Long$14.22$12.05-15.26 %
6/14/2022 9:30:00 AM
6/14/22 9:30:00
6/30/2022 9:30:00 AM
6/30/22 9:30:00
Paper
MERCR7-Both-PAPER-MERC19.99 %1451Long$13.90$13.12-5.61 %
6/16/2022 9:30:00 AM
6/16/22 9:30:00
6/29/2022 9:30:00 AM
6/29/22 9:30:00
Paper
IPVBX1-Both-PAPER-IP19.95 %468Long$43.13$43.03-0.23 %
6/14/2022 9:30:00 AM
6/14/22 9:30:00
6/27/2022 9:30:00 AM
6/27/22 9:30:00
Paper
CLWR1-Both-PAPER-CLW19.97 %602Long$32.63$32.750.37 %
6/21/2022 9:30:00 AM
6/21/22 9:30:00
6/22/2022 9:30:00 AM
6/22/22 9:30:00
Paper
MERCR9-Both-PAPER-MERC19.99 %1449Long$14.14$13.31-5.87 %
6/15/2022 9:30:00 AM
6/15/22 9:30:00
6/22/2022 9:30:00 AM
6/22/22 9:30:00
Paper
RFPR3-Both-PAPER-RFP19.98 %1415Long$14.57$14.35-1.51 %
6/15/2022 9:30:00 AM
6/15/22 9:30:00
6/16/2022 9:30:00 AM
6/16/22 9:30:00
Paper
RFPR3-Both-PAPER-RFP19.99 %1222Long$16.09$16.703.79 %
6/7/2022 9:30:00 AM
6/07/22 9:30:00
6/8/2022 9:30:00 AM
6/08/22 9:30:00
Paper
IPR11-Both-PAPER-IP19.99 %423Long$46.97$47.531.19 %
6/7/2022 9:30:00 AM
6/07/22 9:30:00
6/8/2022 9:30:00 AM
6/08/22 9:30:00
Paper
IPR3-Both-PAPER-IP19.99 %423Long$46.97$47.531.19 %
6/7/2022 9:30:00 AM
6/07/22 9:30:00
6/8/2022 9:30:00 AM
6/08/22 9:30:00
Paper
Strategies Used
AllocationEquityStrategy% WinsTPMCARMDDAvg MDD% TradeAvg % InvCalmarDays
100%ThumbnailHCT1-Both-PAPER-IP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailHCT1-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-PAPER-IP0.0 %0.2-0.3 %0.3 %0.2 %20.0 %0.2 %-0.90.2
100%ThumbnailR10-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR10-Both-PAPER-RFP100.0 %0.20.3 %0.0 %0.0 %20.0 %0.5 %6.60.2
100%ThumbnailR10-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-PAPER-GLT100.0 %0.12.2 %0.2 %0.1 %20.0 %0.2 %13.30.1
100%ThumbnailR11-Both-PAPER-IP100.0 %0.20.6 %0.2 %0.1 %20.0 %0.2 %3.60.2
100%ThumbnailR11-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR11-Both-PAPER-RFP50.0 %0.2-2.5 %3.9 %1.9 %20.0 %1.5 %-0.60.2
100%ThumbnailR11-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR12-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-PAPER-GLT100.0 %0.12.2 %0.2 %0.1 %20.0 %0.2 %13.30.1
100%ThumbnailR13-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR13-Both-PAPER-RFP0.0 %0.1-0.3 %0.6 %0.3 %20.0 %0.1 %-0.50.1
100%ThumbnailR13-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-PAPER-CLW50.0 %0.20.2 %0.5 %0.2 %20.0 %0.4 %0.40.2
100%ThumbnailR14-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR14-Both-PAPER-GLT100.0 %0.32.2 %1.3 %0.6 %20.0 %0.8 %1.80.3
100%ThumbnailR14-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-PAPER-CLW100.0 %0.20.3 %0.3 %0.1 %20.0 %0.2 %0.90.2
100%ThumbnailR1-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-PAPER-GLT50.0 %0.2-2.0 %4.6 %2.3 %20.0 %0.7 %-0.40.2
100%ThumbnailR1-Both-PAPER-IP0.0 %0.1-0.2 %0.2 %0.1 %20.0 %0.1 %-0.90.1
100%ThumbnailR1-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR1-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-PAPER-CLW100.0 %0.12.5 %0.8 %0.4 %20.0 %0.5 %3.20.1
100%ThumbnailR2-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-PAPER-GLT100.0 %0.11.0 %0.0 %0.0 %20.0 %0.1 %0.00.1
100%ThumbnailR2-Both-PAPER-IP100.0 %0.10.2 %0.0 %0.0 %19.9 %0.1 %0.00.1
100%ThumbnailR2-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR2-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-PAPER-GLT0.0 %0.1-4.9 %5.1 %2.6 %20.0 %0.7 %-1.00.1
100%ThumbnailR3-Both-PAPER-IP33.3 %0.3-0.4 %1.0 %0.5 %20.0 %0.4 %-0.40.3
100%ThumbnailR3-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR3-Both-PAPER-RFP50.0 %0.20.4 %0.6 %0.3 %20.0 %0.2 %0.70.2
100%ThumbnailR3-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-PAPER-IP0.0 %0.1-0.2 %0.2 %0.1 %20.0 %0.1 %-0.80.1
100%ThumbnailR4-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR4-Both-PAPER-RFP50.0 %0.20.3 %0.1 %0.1 %20.0 %0.5 %2.10.2
100%ThumbnailR4-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-PAPER-CLW100.0 %0.10.8 %0.4 %0.2 %20.0 %0.5 %2.10.1
100%ThumbnailR5-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-PAPER-GLT0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR5-Both-PAPER-MERC25.0 %0.3-4.1 %5.6 %2.8 %20.0 %2.2 %-0.70.3
100%ThumbnailR5-Both-PAPER-RFP0.0 %0.1-3.1 %3.9 %2.0 %20.0 %0.9 %-0.80.1
100%ThumbnailR5-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-PAPER-CLW100.0 %0.22.7 %1.1 %0.5 %20.0 %0.5 %2.60.2
100%ThumbnailR6-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-PAPER-GLT100.0 %0.23.2 %0.2 %0.1 %20.0 %0.3 %19.40.2
100%ThumbnailR6-Both-PAPER-IP50.0 %0.20.0 %0.2 %0.1 %20.0 %0.2 %0.10.2
100%ThumbnailR6-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR6-Both-PAPER-RFP100.0 %0.10.3 %0.0 %0.0 %20.0 %0.2 %34.00.1
100%ThumbnailR6-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-PAPER-CLW75.0 %0.31.3 %0.7 %0.3 %19.9 %0.9 %1.90.3
100%ThumbnailR7-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-PAPER-IP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR7-Both-PAPER-MERC0.0 %0.1-1.1 %1.5 %0.8 %20.0 %0.6 %-0.70.1
100%ThumbnailR8-Both-PAPER-CLW100.0 %0.10.0 %0.2 %0.1 %20.0 %0.2 %0.20.1
100%ThumbnailR8-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-PAPER-GLT0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-PAPER-IP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR8-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-PAPER-CLW50.0 %0.30.6 %0.7 %0.3 %20.0 %0.8 %0.80.3
100%ThumbnailR9-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailR9-Both-PAPER-MERC0.0 %0.1-1.2 %1.2 %0.6 %20.0 %0.4 %-1.00.1
100%ThumbnailTLB10-Both-PAPER-CLW0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB10-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %19.7 %0.00.0
100%ThumbnailTLB1-Both-PAPER-GLT0.0 %0.1-1.9 %5.2 %2.6 %20.0 %0.6 %-0.40.1
100%ThumbnailTLB1-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB1-Both-PAPER-RFP100.0 %0.10.4 %0.5 %0.2 %20.0 %0.8 %0.90.1
100%ThumbnailTLB2-Both-PAPER-CLW100.0 %0.11.2 %0.7 %0.4 %20.0 %1.2 %1.70.1
100%ThumbnailTLB2-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-PAPER-IP100.0 %0.10.4 %0.2 %0.1 %20.0 %0.1 %2.10.1
100%ThumbnailTLB2-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB2-Both-PAPER-RFP100.0 %0.18.9 %2.2 %1.1 %20.0 %0.1 %4.10.1
100%ThumbnailTLB2-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-PAPER-IP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB3-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-PAPER-GLT0.0 %0.1-2.2 %2.2 %1.1 %20.0 %0.4 %-1.00.1
100%ThumbnailTLB4-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB4-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-PAPER-GLT0.0 %0.1-2.2 %2.2 %1.1 %20.0 %0.4 %-1.00.1
100%ThumbnailTLB5-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB5-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB6-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %19.9 %0.00.0
100%ThumbnailTLB7-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB7-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB8-Both-PAPER-MERC100.0 %0.14.9 %0.9 %0.5 %20.0 %1.6 %5.30.1
100%ThumbnailTLB9-Both-PAPER-GLT100.0 %0.10.9 %1.7 %0.8 %20.0 %0.9 %0.60.1
100%ThumbnailTLB9-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailTLB9-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-PAPER-CLW80.0 %0.46.7 %1.0 %0.9 %20.0 %1.5 %6.60.4
100%ThumbnailVBX1-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-PAPER-IP50.0 %0.30.8 %1.3 %0.7 %20.0 %1.3 %0.60.3
100%ThumbnailVBX1-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-PAPER-MERC50.0 %0.3-3.0 %4.8 %2.5 %20.0 %1.6 %-0.60.3
100%ThumbnailVBX1-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVBX1-Both-PAPER-UFS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP1-Both-PAPER-RFP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailVP2-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-PAPER-CLW50.0 %0.24.7 %3.8 %1.9 %20.0 %3.7 %1.20.2
100%ThumbnailWT1-Both-PAPER-FBR0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-PAPER-GLT0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-PAPER-KS0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-PAPER-MERC0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-PAPER-NP0.0 %0.00.0 %0.0 %0.0 %0.0 %0.0 %0.00.0
100%ThumbnailWT1-Both-PAPER-RFP100.0 %0.20.7 %0.2 %0.1 %20.0 %1.9 %4.40.2
Lists Used
List NameDescriptionDynamic List
PAPER-CLWGroup: PAPER-CLWNo
PAPER-FBRGroup: PAPER-FBRNo
PAPER-GLTGroup: PAPER-GLTNo
PAPER-IPGroup: PAPER-IPNo
PAPER-KSGroup: PAPER-KSNo
PAPER-MERCGroup: PAPER-MERCNo
PAPER-NPGroup: PAPER-NPNo
PAPER-RFPGroup: PAPER-RFPNo
PAPER-UFSGroup: PAPER-UFSNo
Filters Used
Strategy NameFilter NameDescriptionPeriodicityDynamic Entries & Exits
(no filters used)

Warnings

Simulation Starting Balance: $100,000.00
 
Creation (Inception) Date: 5/17/2016
 
Back Test: 1/1/2012 to 12/31/2015
 
Forward Test: 12/31/2015 to 5/17/2016
 
Max Draw Down: 14.1%
Warning: Max Draw Down in the last 12 months is high.
Per Trade Allocation: 20%/trade
 
Minimum Volume: 100,000
 
Minimum Price: $5.00
 
Avg Trades/Month: 5.7
 

Settings

Balance:
100,000
Return Calculation:
Compound
List Type:
Group
List:
PAPER
Goal:
20%
NumStrategies:
5
Optimize On:
CAR
Filter Limit:
10
Filter On:
CAR
Direction:
Both
Min Volume:
100,000
Min Price:
$5.00
Sim Start Date:
1/1/2012
Sim End Date:
12/31/2015
Date Created:
5/17/2016
Approach Breakout:
No
Approach RTM:
Yes
Approach Swing:
Yes
Approach Trending:
No

Strategy Types Used

Strategy Type
#
%
Most Effectively Used in
Breakout:
0
0%
Very Strong Trending Markets
RTM:
86
65%
Volatile, Trending Markets
Swing:
46
35%
Cyclical Markets
Trending:
0
0%
Strong Trending Markets

OmniVest Disclaimer: The results shown are based on simulated or hypothetical performance results. Hypothetical results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. Past performance, whether actual or indicated by historical tests of strategies, is no guarantee of future performance or success. There is a possibility that you may sustain a loss equal to or greater than your entire investment regardless of which asset class you trade. Therefore, you should not invest or risk money that you cannot afford to lose.

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